However, such weight vector \(w\)  does not exist in the classification setting.
One natural workaround would then be to choose a vector \(w\)  so that \(L(w) \le L(w_t)\)  for all \(t \le T\) .
The following result, which is a generalization of [1]}, shows that one can in fact choose the reference vector \(w\)  as a scalar multiple of the regularized direction.
